If Equity A's Beta on the Inflation Factor Is 1

Multiple Choice

If equity A's beta on the inflation factor is 1.2,equity B's is 2.6 and equity C's is 3,a portfolio that has weights of 0.5 on equity A,0.3 on equity B and 0.2 on equity C has a factor beta of _____ on this factor.

A) 1
B) 1.98
C) 6.8
D) 3